I suppose you could do some damage to the pump by not having fuel in it, but the biggest trouble will be the no start condition until you get all the air out of the pump AND the fuel elements and lines. Takes forever, especially on the later engines without hand pumps.

Peter

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1972 220D ?? miles
1988 300E 200,012
1987 300D Turbo killed 9/25/07, 275,000 miles
1985 Volvo 740 GLE Turobodiesel 218,000
1972 280 SE 4.5 165, 000 - It runs!